Reaching the Final submission date

It is weeks of hard work and research that has come for their final evaluation. As the submission dates for the final code submission and the evaluations are approaching, I have been working hard to give the project the last few touch ups and structure to finally able to submit it.

I am glad to say that the project has been able to meet most of its functional requirements and only a few tests are left to consider. The project would be beneficial to a variety of people who will be working on time-series forecasting models. The automatic prediction of model parameters will help save a lot of time of the users who spend it on ‘Hit-and-Trial’ to find the best fitting model.

The major components of the project(as of now) include:

  1. Automatic model Selection for SARIMAX models.
  2. Automatic model selection for Exponential Smoothing models.
  3. Automatic box-cox transformation.(parameter prediction)
  4. Forecast and ForecastSet classes to hold and compare different time-series models.
  5. Time Series Cross Validation module.

Over the next few days, I’ll be working on robust testing of the different modules that I have created to strengthen this project.

I am highly excited to see this project to be merged in the statsmodels repository and be a part of its release.

The project files can be found at:

https://github.com/statsmodels/statsmodels/pull/4621/files